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Stanley R. Pliska - Introduction to Mathematical Finance, Inbunden

Inbunden, Engelska, 1997

Introduction to Mathematical Finance

Discrete Time Models

Av Stanley R. Pliska

729 kr

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Beskrivning
The purpose of this book is to provide a rigorous yet accessible introduction to the modern financial theory of security markets. The main subjects are derivatives and portfolio management. The book is intended to be used as a text by advanced undergraduates and beginning graduate students. It is also likely to be useful to practicing financial engineers, portfolio manager, and actuaries who wish to acquire a fundamental understanding of financial theory. The book makes heavy use of mathematics, but not at an advanced level. Various mathematical concepts are developed as needed, and computational examples are emphasized.
Produktinformation
  • Utgivningsdatum: 1997-07-14
  • Mått: 160 x 236 x 26 mm
  • Vikt: 544 g
  • Format: Inbunden
  • Språk: Engelska
  • Antal sidor: 272
  • Förlag: John Wiley & Sons Inc
  • ISBN: 9781557869456
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Mer information

Stanley Pliska is the founding editor of the scholarly journal Mathematical Finance. He is noted for his fundamental research on the mathematical and economic theory of security prices, especially his development of important bridges between stochastic calculus and arbitrage pricing theory as well as his discovery of the risk neutral computational approach for portfolio optimization problems. He is currently teaching and researching in the areas of interest rate derivatives and dynamic asset allocation.

Recensioner i media

"I believe that this is an excellent text for undergraduate or MBA classes on Mathematical Finance. The bulk of the book describes a model with finitely many, discrete trading dates, and a finite sample space, thus it avoids the technical difficulties associated with continuous time models. The major strength of this book is its careful balance of mathematical rigor and intuition." Peter Lakner, New York University

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